3 Answers
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It could be because Windows automatically tries to "optimize" your internet with things like QoS and it also almost always reserves a small portion of your bandwidth for itself. It could also be because of another program in the background sucking bandwidth, but windows is notorious for trying to take bandwidth for programs that supposedly "need" it. On my old computer, everything ran faster on Ubuntu, probably because windows does take up so much RAM just to run and then gets easily cluttered with tons of extra processes.

In Windows 7 you can disable the QoS scheduler in the network adapter properties:

You get to this by entering the Network and Sharing Center (network icon in system tray) then selecting Change adapter settings on the left and right-clicking your network adapter and selecting Properties.

Un-ckeck the QoS Packet Scheduler and click OK, and you may find your connection is quicker in Windows.